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Using R-Studio Obtain 5 years of data for any two stocks. Perform Monte Carlo simulations for a portfolio of two stocks with weights 0.3 and
Using R-Studio
Obtain 5 years of data for any two stocks. Perform Monte Carlo simulations for a portfolio of two stocks with weights 0.3 and 0.7. Use Normal distribution with constant variance for the simulations. Find 99% VaR for $1,000,000 portfolio of two stocks.
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